Musiela, Marek. <br/><br/>
Martingale methods in financial modelling / 
Marek Musiela, Marek Rutkowski. 
 - Berlin :  Springer-Verlag,  1997. 
 - xii, 512 p. :  ill. ;  24 cm. 
 - Applications of mathematics  v.36. .
<br/><br/>p. 471-506. 
<br/><br/><label>ISBN: </label>354061477X  RM276.12 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Options (Finance)--Mathematical models.<br/>Derivative securities--Mathematical models.<br/>Fixed--income securities--Mathematical models.<br/>Finance--Mathematical models.